-11.5%
OWL vs AEIS
+238.7%
-250.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.8% |
| 7D | -6.4% | +6.5% | -12.8% | -8.7% |
| 30D | -5.0% | -9.2% | +4.2% | -2.2% |
| 3M | +15.4% | -8.3% | +23.8% | +14.2% |
| 6M | +15.5% | -6.3% | +21.8% | +8.7% |
| YTD | -22.7% | +36.5% | -59.2% | -41.3% |
| 1Y | -34.1% | +84.8% | -118.8% | -58.6% |
| 3Y | +5.1% | +176.6% | -171.5% | -50.8% |
| 5Y | -11.5% | +237.1% | -248.6% | -65.0% |
| All | -11.5% | +238.7% | -250.2% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling